QuantLib_YoYInflationTraits

Langue: en

Autres versions - même langue

Version: 379209 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::YoYInflationTraits -

Bootstrap traits to use for PiecewiseZeroInflationCurve.

SYNOPSIS


#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>

Public Types


typedef BootstrapHelper< YoYInflationTermStructure > helper

Static Public Member Functions


static Size maxIterations ()

static Date initialDate (const YoYInflationTermStructure *t)

static bool dummyInitialValue ()

static Rate initialValue (const YoYInflationTermStructure *t)

static Rate initialGuess ()

static Rate guess (const YoYInflationTermStructure *, const Date &)

static Rate minValueAfter (Size, const std::vector< Rate > &)

static Rate maxValueAfter (Size, const std::vector< Rate > &)

static void updateGuess (std::vector< Rate > &data, Rate level, Size i)

Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.

Author

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